+537.8%
ASTS vs FCEL
+107.6%
+430.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +7.3% | -15.8% | +23.2% | +10.1% |
| 30D | -8.9% | -29.3% | +20.4% | -3.7% |
| 3M | -41.9% | -30.1% | -11.8% | -39.8% |
| 6M | -40.6% | +74.4% | -115.0% | -49.1% |
| YTD | -14.2% | +104.5% | -118.7% | -28.0% |
| 1Y | +48.9% | +281.4% | -232.5% | +12.2% |
| 3Y | +1,461.7% | -66.1% | +1,527.8% | +1,420.7% |
| 5Y | +404.1% | -91.9% | +496.0% | +459.8% |
| All | +537.8% | +107.6% | +430.1% | +605.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling